Sequential Stopping Rules for Random Optimization Methods with Applications to Multistart Local Search

DOI10.1137/S1052623494277317MaRDI QIDQ4229490zbMATH OpenOpenAlexFDO

Authors William E. Hart

Publication date 22 February 1999

Published in SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1137/s1052623494277317

zbMATH Keywords

multistartnumerical resultspure random searchrandom optimization methodsstochastic algorithmsstopping rulesstratified random search

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Stochastic programming (90C15)

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Cited in

(22)

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• Optimal and sub-optimal stopping rules for the multistart algorithm in global optimization
• Stopping rules in \(k\)-adaptive global random search algorithms
• \textsc{Oscars}-II: an algorithm for bound constrained global optimization
• Stochastic optimization with adaptive restart: a framework for integrated local and global learning
• A cutoff time strategy based on the coupon collector's problem
• Stagnation detection with randomized local search
• Stopping and restarting strategy for stochastic sequential search in global optimization
• Bayesian stopping rules for greedy randomized procedures
• Stopping rules for box-constrained stochastic global optimization
• Stopping rules for optimization algorithms based on stochastic approximation
• Stopping Rules for a Random Optimization Method
• Sequential stopping rules for the multistart algorithm in global optimisation
• CARTopt: a random search method for nonsmooth unconstrained optimization
• scientific article; zbMATH DE number 1019329 (Why is no real title available?)
• Bayesian stopping rules for improvement of local minima algorithms in global optimization
• Probabilistic stopping rules for GRASP heuristics and extensions
• Bayesian stopping rule in discrete parameter space with multiple local maxima.
• Stopping eules for the multistart method when different local minima have different function values
• Annealing evolutionary stochastic approximation Monte Carlo for global optimization
• Annealing evolutionary stochastic approximation Monte Carlo for global optimization
• Speeding up continuous GRASP

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